+123.7%
CLF vs PBF
+345.4%
-221.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +2.2% |
| 7D | +7.6% | +4.3% | +3.3% | +6.2% |
| 30D | -1.2% | +22.0% | -23.2% | -7.1% |
| 3M | -13.4% | +74.5% | -87.9% | -28.3% |
| 6M | +15.4% | +67.7% | -52.3% | -6.1% |
| YTD | -5.9% | +179.2% | -185.1% | -35.4% |
| 1Y | +18.8% | +170.0% | -151.2% | -19.4% |
| 3Y | -19.4% | +66.4% | -85.8% | -39.5% |
| 5Y | -47.7% | +764.5% | -812.2% | -79.5% |
| All | +123.7% | +345.4% | -221.7% | -26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PBF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling